Optimal instrumental variable estimation and approximate implementations
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Publication:3663127
DOI10.1109/TAC.1983.1103312zbMath0515.93055MaRDI QIDQ3663127
Petre Stoica, Torsten Söderström
Publication date: 1983
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
parameter estimation; covariance matrix; consistent estimators; multistep procedure; optimal instrumental variable method
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
62J10: Analysis of variance and covariance (ANOVA)
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